-52.9%
CSGP vs JEPI
+98.4%
-151.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.1% |
| 7D | -3.2% | +0.6% | -3.7% | -4.1% |
| 30D | +2.2% | +1.6% | +0.7% | -0.4% |
| 3M | -3.7% | +1.3% | -5.0% | -5.6% |
| 6M | -7.4% | +6.5% | -13.9% | -15.9% |
| YTD | -54.9% | +6.9% | -61.8% | -59.4% |
| 1Y | -54.9% | +9.4% | -64.3% | -60.8% |
| 3Y | -61.9% | +35.0% | -96.9% | -76.1% |
| 5Y | -63.1% | +43.2% | -106.3% | -78.6% |
| All | -52.9% | +98.4% | -151.3% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JEPI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling